Pages that link to "Item:Q1371377"
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The following pages link to Further evidence on breaking trend functions in macroeconomic variables (Q1371377):
Displayed 30 items.
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Spurious regression (Q609686) (← links)
- A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (Q641788) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime (Q836022) (← links)
- Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
- Fuzzy modelling and estimation of economic relationships (Q1010375) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Unit roots and structural breaks in OECD unemployment (Q1606355) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Structural breaks, tourism development, and economic growth: Evidence from Taiwan (Q2483547) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
- New innovational outlier unit root test with a break at an unknown time (Q3615034) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
- THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS (Q4678785) (← links)
- Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
- Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) (← links)
- Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)
- Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)